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Distributionally robust modeling of optimal control
Shapiro, Alexander - In: Operations research letters 50 (2022) 5, pp. 561-567
Persistent link: https://www.econbiz.de/10013449446
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Markov Decision Processes and Stochastic Positional Games : Optimal Control on Complex Networks
Lozovanu, Dmitrii; Pickl, Stefan - 2024
This book presents recent findings and results concerning the solutions of especially finite state-space Markov decision problems and determining Nash equilibria for related stochastic games with average and total expected discounted reward payoffs. In addition, it focuses on a new class of...
Persistent link: https://www.econbiz.de/10014451769
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Rectangular sets of probability measures
Shapiro, Alexander - In: Operations research 64 (2016) 2, pp. 528-541
Persistent link: https://www.econbiz.de/10011485624
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Stochastic games with unbounded payoffs : applications to robust control in economics
Jaśkiewicz, Anna; Nowak, Andrzej S. - In: Dynamic games and applications : DGA 1 (2011) 2, pp. 253-279
Persistent link: https://www.econbiz.de/10009270322
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Robust MDPs with k-rectangular uncertainty
Mannor, Shie; Mebel, Ofir; Xu, Huan - In: Mathematics of operations research 41 (2016) 4, pp. 1484-1509
Persistent link: https://www.econbiz.de/10011595106
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On discounted stochastic games with incomplete information on payoffs and a security application
Kardeş, Erim; Teboulle, Marc - In: Operations research letters 42 (2014) 1, pp. 7-11
Persistent link: https://www.econbiz.de/10010259284
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Robust Markov decision processes : beyond rectangularity
Goyal, Vineet; Grand-Clément, Julien - In: Mathematics of operations research 48 (2023) 1, pp. 203-226
Persistent link: https://www.econbiz.de/10014312545
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On distributionally robust multiperiod stochastic optimization
Analui, Bita; Pflug, Georg - In: Computational Management Science : CMS 11 (2014) 3, pp. 197-220
Persistent link: https://www.econbiz.de/10010385634
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Recent advances in robust optimization : an overview
Gabrel, Virginie; Murat, Cécile; Thiele, Aurélie - In: European journal of operational research : EJOR 235 (2014) 3, pp. 471-483
Persistent link: https://www.econbiz.de/10010339035
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Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming
Shapiro, Alexander - In: European journal of operational research : EJOR 288 (2021) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10012496519